According to Google maps, there is an 8-minute walk between Ueno station (through Skyliner, Keisei line) to that on Ginza line, is that an internal connection? Or do I have to leave the station and enter the Subway?

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Yes, there is a direct underground tunnel connecting the two stations (three, actually: Keisei, JR and Tokyo Metro). You will need to exit and re-enter through the fate gates at both ends, but if you're using a Suica/Pasmo smart card the fare calculation will be automatic.

The vast majority of nearby stations in Tokyo are similarly interconnected, but not quite "all". If you zoom in closer in Google Maps, it will usually show you exactly where the tunnels go in light pink, with exit numbers marked as well - very handy for getting your bearings in some of the larger stations!